Armenian Journal of Mathematics, 11(5)
2022; 1–13
Shared with The Gufo

On Parameter Estimation by Aggregated Poisson Observations

Elhadji Ousseynouu Accrachi*, Cherif Ahmat Tidiane Aidara, Ali Dabye

Received: 2024-12-11 · Published: 2022-09-15

© 2022 The Author(s) and the original publisher.

CC BY 4.0 This work is licensed under a Creative Commons Attribution 4.0 International License.
Shared article.
Original title
On Parameter Estimation by Aggregated Poisson Observations
Authors
Elhadji Ousseynouu Accrachi, Cherif Ahmat Tidiane Aidara, Ali Dabye
Source journal
Armenian Journal of Mathematics, 11(5)
Published
2022-09-15
Licence
Creative Commons Attribution 4.0 International
Original
https://doi.org/10.52737/18291163-2019.11.5-1-13

Abstract

We consider the problem of parameter estimation by the observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of agregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show this that estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.
1 / ? 100% Open in new tab Download Cite

Loading the full text…

Download Follow Updates